+60.6%
PFE vs ACM
+155.0%
-94.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.7% | +5.4% | -9.1% | -4.8% |
| 30D | +5.0% | +15.1% | -10.2% | +1.9% |
| 3M | +12.2% | -10.5% | +22.6% | +14.4% |
| 6M | +14.6% | -19.7% | +34.3% | +19.2% |
| YTD | +24.1% | -28.8% | +53.0% | +31.9% |
| 1Y | +26.6% | -47.9% | +74.4% | +44.2% |
| 3Y | +14.3% | -12.4% | +26.7% | +14.5% |
| 5Y | -21.9% | +0.6% | -22.5% | -25.1% |
| All | +60.6% | +155.0% | -94.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling